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updated 10:56:47 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+192.50%
3d Period Avg−71.47%
swing±150.42%
LONG Bybit · now
−181.54%
3d avg:−43.79%
SHORT Gate.io · now
+10.96%
3d avg:−115.26%
Entry Spread Now
−0.420%
Against youL 0.06435 · S 0.06408−$41.96 if it converges
24h range −0.48%…+0.06% · median −0.12%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$65.11
−0.65%
$Avg Daily PnL
−$13.04
−0.1304%
★Best Day
−$1.67
Sep 16
◎Open Interest
⚡Funding APR
−47.58%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.